Duality in Stochastic Linear and Dynamic Programming
Titre:
Duality in Stochastic Linear and Dynamic Programming
ISBN (Numéro international normalisé des livres):
9783642516979
Auteur personnel:
Edition:
1st ed. 1986.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1986.
Description physique:
VII, 295 p. 1 illus. online resource.
Collections:
Lecture Notes in Economics and Mathematical Systems, 274
Table des matières:
1 Introduction and Summary -- 2 Mathematical Programming and Duality Theory -- 3 Stochastic Linear Programming Models -- 4 Some Linear Programs in Probabilities and Their Duals -- 5 On Integrated Chance Constraints -- 6 On The Behaviour of the Optimal Value Operator of Dynamic Programming -- 7 Robustness against Dependence in Pert -- 8 A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case -- List of Optimization Problems.
Auteur collectif ajouté:
Accès électronique:
Full Text Available From Springer Nature Business and Economics Archive Packages
Langue:
Anglais